Robust Simulation-Based Estimation of ARMA Models
Robust Simulation-Based Estimation of ARMA Models is a scholarly work, published in 2001 in ''Journal of Computational and Graphical Statistics''. The main subjects of the publication include macroeconomics, outlier, computer science, autoregressive model, multicollinearity, biological robustness, autoregressive–moving-average model, estimator, statistical process control, mathematics, and algorithm. The article proposes a new approach to the robust estimation of a mixed autoregressive and moving average (ARMA) model.